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BNP Paribas Call 240 NSC 20.12.20.../  DE000PN35RB4  /

EUWAX
6/11/2024  10:14:46 AM Chg.+0.08 Bid8:31:08 PM Ask8:31:08 PM Underlying Strike price Expiration date Option type
1.13EUR +7.62% 1.12
Bid Size: 3,200		 1.16
Ask Size: 3,200		 Norfolk Southern Cor... 240.00 USD 12/20/2024 Call
 

Master data

WKN: PN35RB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 12/20/2024
Issue date: 6/1/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.72
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.38
Time value: 1.18
Break-even: 234.78
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 3.51%
Delta: 0.44
Theta: -0.05
Omega: 7.86
Rho: 0.43
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.04%
1 Month
  -20.98%
3 Months
  -67.71%
YTD
  -51.71%
1 Year
  -43.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 1.05
1M High / 1M Low: 1.68 0.90
6M High / 6M Low: 3.75 0.90
High (YTD): 3/14/2024 3.75
Low (YTD): 5/30/2024 0.90
52W High: 3/14/2024 3.75
52W Low: 10/27/2023 0.75
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   2.00
Avg. volume 1Y:   0.00
Volatility 1M:   221.19%
Volatility 6M:   149.20%
Volatility 1Y:   134.66%
Volatility 3Y:   -